1 |
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The Failure Mechanics of Dealer Banks
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Duffie, D.
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The Association
|
2010
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2 |
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Credit risk modeling with affine processes
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Duffie, D.
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Elsevier Science B.V., Amsterdam.
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2005
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3 |
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Transform Analysis and Asset Pricing for Affine Jump-Diffusions
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Duffie, D.
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Econometric Society, the University of Chicago
|
2000
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4 |
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An Econometric Model of the Term Structure of Interest-Rate Swap Yields
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Duffie, D.
|
WAVERLY PRESS INC
|
1997
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5 |
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Hedging in incomplete markets with HARA utility
|
Duffie, D.
|
ELSEVIER
|
1997
|
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6 |
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Special Repo Rates
|
Duffie, D.
|
WAVERLY PRESS INC
|
1996
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7 |
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Swap Rates and Credit Quality
|
Duffie, D.
|
WAVERLY PRESS INC
|
1996
|
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8 |
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Incomplete security markets with infinitely many states
|
Duffie, D.
|
ELSEVIER
|
1996
|
|
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9 |
|
An Econometric Model of the Term Structure of Interest-Rate Swap Yields
|
Duffie, D
|
American Finance Association]
|
1980
|
|
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10 |
|
Special Repo Rates
|
Duffie, D
|
American Finance Association]
|
1980
|
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